+139.2%
UPRO vs SBAC
-43.7%
+182.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | -0.9% | +6.9% | -7.8% | -4.4% |
| 3M | +1.9% | -8.2% | +10.2% | +5.6% |
| 6M | +33.1% | -1.6% | +34.8% | +30.1% |
| YTD | +31.8% | -0.1% | +31.9% | +26.5% |
| 1Y | +48.3% | -0.5% | +48.7% | +41.9% |
| 3Y | +221.5% | -9.1% | +230.5% | +202.2% |
| All | +139.2% | -43.7% | +182.9% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling